+41.9%
CMI vs MAGS
+15.9%
+26.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.5% |
| 7D | -0.7% | +0.5% | -1.3% | -1.1% |
| 30D | -13.4% | +1.5% | -14.9% | -14.2% |
| 3M | -17.0% | +0.5% | -17.5% | -16.9% |
| 6M | -1.6% | +11.6% | -13.2% | -9.1% |
| YTD | +11.0% | +5.3% | +5.7% | +5.4% |
| 1Y | +41.9% | +14.9% | +27.0% | +33.1% |
| All | +41.9% | +15.9% | +26.0% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling